Statistical inference of C- and D-vine copulas
Description
This package provides functions for statistical inference
of canonical vine (C-vine) and D-vine copulas. It contains
tools for bivariate exploratory data analysis and for bivariate
as well as vine copula selection. Models can be estimated
either sequentially or by joint maximum likelihood estimation.
Sampling algorithms and plotting methods are also included.
Data is assumed to lie in the unit hypercube (so-called copula
data).